#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
namespace Cephei.QL.Math.Distributions
{
    /// <summary> 
	/// ! Drezner (1978) algorithm, six decimal places accuracy.  For this implementation see "Option pricing formulas", E.G. Haug, McGraw-Hill 1998  \todo check accuracy of this algorithm and compare with: 1) Drezner, Z, (1978), Computation of the bivariate normal integral, Mathematics of Computation 32, pp. 277-279. 2) Drezner, Z. and Wesolowsky, G. O. (1990) `On the Computation of the Bivariate Normal Integral', Journal of Statistical Computation and Simulation 35, pp. 101-107. 3) Drezner, Z (1992) Computation of the Multivariate Normal Integral, ACM Transactions on Mathematics Software 18, pp. 450-460. 4) Drezner, Z (1994) Computation of the Trivariate Normal Integral, Mathematics of Computation 62, pp. 289-294. 5) Genz, A. (1992) `Numerical Computation of the Multivariate Normal Probabilities', J. Comput. Graph. Stat. 1, pp. 141-150.  \test the correctness of the returned value is tested by checking it against known good results.
	/// </summary>
    [Guid ("DFC81FB9-5FA0-487e-96E2-F5CC36206A16"),ComVisible(true)]
	public interface IBivariateCumulativeNormalDistributionDr78 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
    }   

    /// <summary> 
	/// ! Drezner (1978) algorithm, six decimal places accuracy.  For this implementation see "Option pricing formulas", E.G. Haug, McGraw-Hill 1998  \todo check accuracy of this algorithm and compare with: 1) Drezner, Z, (1978), Computation of the bivariate normal integral, Mathematics of Computation 32, pp. 277-279. 2) Drezner, Z. and Wesolowsky, G. O. (1990) `On the Computation of the Bivariate Normal Integral', Journal of Statistical Computation and Simulation 35, pp. 101-107. 3) Drezner, Z (1992) Computation of the Multivariate Normal Integral, ACM Transactions on Mathematics Software 18, pp. 450-460. 4) Drezner, Z (1994) Computation of the Trivariate Normal Integral, Mathematics of Computation 62, pp. 289-294. 5) Genz, A. (1992) `Numerical Computation of the Multivariate Normal Probabilities', J. Comput. Graph. Stat. 1, pp. 141-150.  \test the correctness of the returned value is tested by checking it against known good results. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBivariateCumulativeNormalDistributionDr78_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IBivariateCumulativeNormalDistributionDr78 Create (Double rho);
    }
}

